Mean-VaR portfolio selection under real constraints (Q625636): Difference between revisions

@@ Property / cites work @@
+Analysis of the conditional stock-return distribution under incomplete specification.
+Normal rank
@@ Property / cites work @@
+Q4692508
@@ Property / cites work: Q4692508 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4079017
@@ Property / cites work: Q4079017 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Genetic algorithms for portfolio selection problems with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market
+Normal rank
@@ Property / cites work @@
+A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
+Normal rank
@@ Property / cites work @@
+Improving portfolio efficiency: a genetic algorithm approach
+Normal rank